Kamil Yılmaz

Researcher Next ID · RN-010027

Researcher · Economics, Econometrics and Finance

, Turkey

Not currently recruitingFunding unknown

Research interests

Economics, Econometrics and Finance

Market Dynamics and Volatility

Monetary Policy and Economic Impact

Global Financial Crisis and Policies

Global trade and economics

Financial Risk and Volatility Modeling

Estimating global bank network connectedness
Journal of Applied Econometrics · 2017 · 10.1002/jae.2585
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Journal of Econometrics · 2014 · 10.1016/j.jeconom.2014.04.012
Better to give than to receive: Predictive directional measurement of volatility spillovers
International Journal of Forecasting · 2011 · 10.1016/j.ijforecast.2011.02.006
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
SSRN Electronic Journal · 2011 · 10.2139/ssrn.2316285
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
The Economic Journal · 2008 · 10.1111/j.1468-0297.2008.02208.x

No projects listed.